-92.7%
MSTU vs ZBH
-5.6%
-87.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.5% |
| 7D | +21.3% | -2.8% | +24.1% | +19.9% |
| 30D | +90.8% | -0.1% | +90.9% | +91.1% |
| 3M | -6.8% | +13.4% | -20.2% | -2.3% |
| 6M | -39.8% | +3.0% | -42.8% | -37.7% |
| YTD | -55.7% | +9.7% | -65.3% | -52.7% |
| 1Y | -92.7% | -5.4% | -87.3% | -91.5% |
| All | -92.7% | -5.6% | -87.1% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling